+33.6%
ECHO vs NVD
-61.9%
+95.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | +3.4% | -11.1% | +14.5% | +1.5% |
| 30D | +2.4% | -13.3% | +15.6% | +0.7% |
| 3M | -28.0% | -19.8% | -8.1% | -29.3% |
| 6M | -21.2% | -48.8% | +27.5% | -26.0% |
| YTD | -17.4% | -49.7% | +32.3% | -22.8% |
| 1Y | +33.6% | -61.4% | +95.0% | +25.6% |
| All | +33.6% | -61.9% | +95.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling